+1,870.5%
LITE vs CRM
+13.5%
+1,857.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.9% | +14.9% | +11.5% |
| 7D | +12.6% | -3.5% | +16.1% | +13.0% |
| 30D | +9.9% | +29.3% | -19.3% | +4.8% |
| 3M | +9.3% | +36.8% | -27.5% | +2.7% |
| 6M | +75.2% | +23.9% | +51.3% | +68.3% |
| YTD | +165.5% | -5.5% | +171.0% | +191.2% |
| 1Y | +555.0% | -0.4% | +555.4% | +586.7% |
| 3Y | +1,870.5% | +12.8% | +1,857.7% | +1,714.0% |
| All | +1,870.5% | +13.5% | +1,857.0% | +1,714.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling